NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 10-Jun-2014
Day Change Summary
Previous Current
09-Jun-2014 10-Jun-2014 Change Change % Previous Week
Open 4.681 4.607 -0.074 -1.6% 4.501
High 4.708 4.607 -0.101 -2.1% 4.701
Low 4.606 4.500 -0.106 -2.3% 4.483
Close 4.616 4.507 -0.109 -2.4% 4.676
Range 0.102 0.107 0.005 4.9% 0.218
ATR 0.102 0.103 0.001 1.0% 0.000
Volume 46,585 48,995 2,410 5.2% 93,482
Daily Pivots for day following 10-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.859 4.790 4.566
R3 4.752 4.683 4.536
R2 4.645 4.645 4.527
R1 4.576 4.576 4.517 4.557
PP 4.538 4.538 4.538 4.529
S1 4.469 4.469 4.497 4.450
S2 4.431 4.431 4.487
S3 4.324 4.362 4.478
S4 4.217 4.255 4.448
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.274 5.193 4.796
R3 5.056 4.975 4.736
R2 4.838 4.838 4.716
R1 4.757 4.757 4.696 4.798
PP 4.620 4.620 4.620 4.640
S1 4.539 4.539 4.656 4.580
S2 4.402 4.402 4.636
S3 4.184 4.321 4.616
S4 3.966 4.103 4.556
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.708 4.500 0.208 4.6% 0.092 2.0% 3% False True 30,328
10 4.708 4.438 0.270 6.0% 0.097 2.2% 26% False False 24,412
20 4.708 4.264 0.444 9.9% 0.103 2.3% 55% False False 19,726
40 4.845 4.264 0.581 12.9% 0.103 2.3% 42% False False 14,672
60 4.845 4.264 0.581 12.9% 0.099 2.2% 42% False False 12,338
80 4.845 4.264 0.581 12.9% 0.108 2.4% 42% False False 10,751
100 4.845 4.096 0.749 16.6% 0.108 2.4% 55% False False 9,425
120 4.845 3.923 0.922 20.5% 0.102 2.3% 63% False False 8,215
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.062
2.618 4.887
1.618 4.780
1.000 4.714
0.618 4.673
HIGH 4.607
0.618 4.566
0.500 4.554
0.382 4.541
LOW 4.500
0.618 4.434
1.000 4.393
1.618 4.327
2.618 4.220
4.250 4.045
Fisher Pivots for day following 10-Jun-2014
Pivot 1 day 3 day
R1 4.554 4.604
PP 4.538 4.572
S1 4.523 4.539

These figures are updated between 7pm and 10pm EST after a trading day.

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